The Gunners had to win to keep pace with Liverpool and Manchester City in the Premier League table.
They romped to a 6-0 win at the Blades' home ground, roaring into a 3-0 lead in 15 minutes.
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Odegaard told Sky Sports: We've done really good from the start, controlled the game, and when we had the ball we were in a good mood today.
It was a solid and nice performance.
We wanted to keep the momentum going. Every game is crucial. You see how tight it is at the top of the table."